Haiming Song

According to our database, Haiming Song authored at least 13 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source.

Mengdi Hu, Haiming Song, Jiageng Wu, Jinda Yang

J. Glob. Optim., January, 2025

An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems.

Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang

J. Comput. Appl. Math., 2025

2024

A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis.

Xin Wen, Haiming Song, Yutian Li, Zihan Gao

Comput. Appl. Math., September, 2024

Error analysis of finite difference scheme for American option pricing under regime-switching with jumps.

Cunxin Huang, Haiming Song, Jinda Yang, Bocheng Zhou

J. Comput. Appl. Math., February, 2024

Primal-dual active set method for evaluating American put options on zero-coupon bonds.

Qi Zhang, Qi Wang, Haiming Song, Yongle Hao

Comput. Appl. Math., 2024

2023

Block Mirror Stochastic Gradient Method For Stochastic Optimization.

Jinda Yang, Haiming Song, Xinxin Li, Di Hou

J. Sci. Comput., February, 2023

2022

Semi-implicit FEM for the valuation of American options under the Heston model.

Qi Zhang, Haiming Song, Yongle Hao

Comput. Appl. Math., March, 2022

Projection and contraction method for the valuation of American options under regime switching.

Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li

Commun. Nonlinear Sci. Numer. Simul., 2022

2020

Primal-dual active set method for pricing American better-of option on two assets.

Yu Gao, Haiming Song, Xiaoshen Wang, Kai Zhang

Commun. Nonlinear Sci. Numer. Simul., 2020

An efficient numerical method for the valuation of American multi-asset options.

Qi Zhang, Haiming Song, Chengbo Yang, Fangfang Wu

Comput. Appl. Math., 2020

2015

An efficient finite element method for pricing American multi-asset put options.

Ran Zhang, Qi Zhang, Haiming Song

Commun. Nonlinear Sci. Numer. Simul., 2015

A fast numerical method for the valuation of American lookback put options.

Haiming Song, Qi Zhang, Ran Zhang

Commun. Nonlinear Sci. Numer. Simul., 2015

2012

Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays.

Kai Zhang, Jie Li, Haiming Song

Appl. Math. Comput., 2012